I have not try it, but should be very simple. Are you comfortable using GNU/Linux? If you not you need to run it as root so example of how to run it from terminal be "sudo ./kaiengine" if you running terminal from the directory it in, or if you have it in one locations in your PATH environment variable you can just do "sudo kaiengine".

Side note one of annoying things about xlink executable is that when you run it it creates the configuration files from when you ran the command instead of doing it the standard way and saving the configuration files in your Home directory.

As I think you won't need much horse power behind the kai engine you could go with a raspberry pi zero when they get available again. They go for £5 a piece. 1 GhZ single core and 512 mb ram. That could work for a small linux plus kai engine well enough and much cheaper.

(Do I guess it right that the raspberry pi should be a replacement for a PC on which kai is running?)

I would use a Raspberry Pi mainly to make a XBMC (KODI) box, and also to make a VPN and finally to run XLINK KAI application on it. The Raspberry Pi would consume less electrical power than a computer.

As for the model, I much into a recent model than an old one (more power is always better as I never know what I can do latter with it). But if you have good deals for a cheap and previous Raspberry Pi , I may be interested!

I didn't knew you also had other plants with your raspberry pi. That changes everything!

Joke aside. As you want to run probably multiple application as well as XMBC the strongest model, Raspberry Pi 2 Model B, should be your option to go.

The Pi Zero is by the way the recent model - just much cheaper as it reduced on parts on the board. Read lately that the Pi Zero doesn't have a lan port nor wi-fi which would rule it out for your need ... unless you want to get into much much detail with it. And also missing a normal usb port makes this more complicated than it needs to be.

PS: You can run retropi pretty well on the Pi 2 - which gives you the option to play many retro games from a varity of consoles. You should check that out